Since I haven't received a reply from support or any devs....I'll post my findings.
When creating a Boundary in SCCM based on Type: VPN, Parallels fails to configure the Proxy.
Error:
W /SccmInfoManager:23128:7e4c/ impl\SmsBoundary.cpp(261): Throw in function class std::shared_ptr<class sccminfo::SmsBoundary> __cdecl `anonymous-namespace':

efaultMakerPolicy<class std::shared_ptr<class sccminfo::SmsBoundary>,class QHash<class QString,class QVariant> const &>::make(const class QHash<class QString,class QVariant> &)
Dynamic exception type: class boost::exception_detail::clone_impl<struct boost::exception_detail::error_info_injector<class std::runtime_error> >
std::exception::what: Unknown SMS boundary type 4, value = Name:Cisco AnyConnect Secure Mobility Client Virtual Miniport Adapter for Windows x64
The fix was of course to delete the boundary but this is causing a delay in us more tightly controlling our VPN devices.
Hopefully someone from support sees this and patches it in the next release.